-12.4%
IREN vs PPL
+48.6%
-61.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.8% | -1.2% | -1.6% | -2.5% |
| 30D | -39.2% | +4.2% | -43.4% | -40.2% |
| 3M | -48.1% | +1.5% | -49.6% | -48.5% |
| 6M | -65.0% | +1.0% | -66.1% | -65.5% |
| YTD | -43.3% | +4.4% | -47.7% | -45.2% |
| 1Y | -65.7% | +0.8% | -66.4% | -66.3% |
| 3Y | +620.9% | +56.5% | +564.4% | +426.4% |
| All | -12.4% | +48.6% | -61.0% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling